Barings Corporate Investors GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.95% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9137 | 8.39 | |
| 0.0825 | 37.54 | |
| 0.9793 | 409.23 | |
| 4.9724 | 10.85 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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